Thursday 2 April 2020, 8:30am to Friday 3 April 2020, 5:00pm
VenueLUMS Lecture Theatre 1, LA1 4YX - View Map
Open toExternal Organisations, Postgraduates, Public, Staff
RegistrationCost to attend - booking required
Ticket PriceThe fees for this conference are Academic registration: £120, PhD student registration: £80, Practitioner registration: £500. Additional Conference Dinner for non-attendees of the conference £50. Registration will open in November 2019.
Organised by The Centre for Financial Econometrics, Asset Markets and Macroeconomic Policy (EMP) at Lancaster University Management School, the Centre for Endowment Asset Management (CEAM) at the University of Cambridge and Invesco Quantitative Strategies
We invite the submission of papers in the field of factor investing and related research areas, including:
• Asset pricing • Financial econometrics
• Investments • High-frequency finance
• Factor selection, optimization and timing • Volatility modelling
• Global portfolio selection • Pricing factors
• Risk management • Big data & Machine learning
• Factor allocation • Forecasting
• Model selection • Extreme event modelling
• News sentiment • Return predictability
The best paper will be awarded the Invesco Factor Investing Prize (GBP £1,000).
Closing Date for Paper Submission: 15th January 2020
Papers should be submitted in electronic form (pdf) via email to email@example.com.
Please include your contact information and affiliation.
David Chambers, Elroy Dimson, Anastasios Kagkadis, Harald Lohre, Ingmar Nolte, Sandra Nolte, Mark Shackleton, George Wang, Chelsea Yao
Olin Business School of Washington University in S
Guofu Zhou is Frederick Bierman and James E. Spears Professor of Finance at Olin Business School of Washington University in St. Louis. He has a BS degree from Chengdu College of Geology, China, and a PhD in economics from Duke University. Prior to his PhD studies, he was interested in mathematics with publications in number theory, function theory, and numerical solutions to partial differential equations. After his PhD, he has been working at Washington University, conducting research in finan
University of Warwick
Söhnke M. Bartram is a Professor of Finance at the University of Warwick. He is also a Charter Member of Risk Who’s Who and a member of an international think tank for policy advice to the German government. His immediate research activities center around issues in international finance and financial markets. Dr. Bartram’s work has been presented at conferences organized by the NBER, CEPR, the American Finance Association, the Western Finance Association, and the American Economic Association, p
Invesco Quantitative Strategies New York
Tarun joined the IQS team in 2019 to focus on innovative research to enhance quantitative research strategies and spearhead development of investment technology. He also serves as a member of IQS’s management team responsible for strategic planning and direction. Prior to joining Invesco, Tarun was a Managing Director at AQR Capital Management where he led a global research team that focused on alpha research, including the development and ongoing management of global trading strategies. Previo
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